+831.8%
TTMI vs GTLB
-47.1%
+878.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.8% | +8.7% |
| 7D | +5.9% | +11.1% | -5.2% | +4.4% |
| 30D | -4.3% | +37.8% | -42.1% | -8.4% |
| 3M | -32.0% | +61.6% | -93.6% | -36.6% |
| 6M | +19.5% | +98.9% | -79.5% | +6.7% |
| YTD | +82.0% | +32.8% | +49.3% | +72.3% |
| 1Y | +172.6% | +14.7% | +158.0% | +163.5% |
| 3Y | +744.7% | +1.3% | +743.3% | +708.0% |
| All | +831.8% | -47.1% | +878.9% | +755.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GTLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling